+57.1%
EEM vs IOT
+55.2%
+1.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.2% | -0.1% |
| 7D | +2.0% | +5.1% | -3.1% | +1.5% |
| 30D | +5.1% | -3.0% | +8.1% | +5.3% |
| 3M | +4.6% | +15.0% | -10.4% | +2.6% |
| 6M | +17.8% | +13.1% | +4.6% | +15.2% |
| YTD | +25.8% | +9.0% | +16.8% | +22.9% |
| 1Y | +36.4% | +0.1% | +36.3% | +34.2% |
| 3Y | +90.0% | +26.4% | +63.6% | +76.0% |
| All | +57.1% | +55.2% | +1.9% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling